Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47879.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46484.83 Kr¶

PnL: ---------------------------------------> -403.74 Kr¶

DD now: ---------------------------------> -1.542 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:21:55.980145'

Anic Portfolio¶

Today¶

Return: -0.217 %¶

This Week¶

Return: -0.069 %¶

Total¶

Return: 56.746 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.780000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.090000 632.480000 55.480000 9.620000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
SAAB B 8 0.310000 3413.600000 36.600000 1.080000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -2.120000 388.600000 33.600000 9.460000 355.000000
Resurs Holding 22 0.260000 605.220000 31.220000 5.440000 573.999998
Boozt 12 -0.360000 1682.400000 28.400000 1.720000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.590000 543.200000 16.200000 3.070000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.930000 585.360000 15.360000 2.690000 570.000000
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Coor Service Management Hold. 8 -0.370000 544.800000 12.800000 2.410000 532.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.310000 538.330000 4.330000 0.810000 533.999999
Handelsbanken A 5 0.640000 549.500000 3.500000 0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.870000 246.720000 0.720000 0.290000 246.000000
Nordea Bank Abp 29 0.290000 3453.900000 -0.100000 0.000000 3453.999992
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.960000 557.800000 -16.200000 -2.820000 574.000000
Essity A 4 -1.240000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -2.870000 558.500000 -36.070000 -6.070000 594.565215
Sampo Oyj SDB 7 -1.280000 3794.000000 -56.000000 -1.450000 3850.000000
Vivesto 1368 -2.180000 539.540000 -73.460000 -11.980000 612.999432
Axfood 13 -0.710000 3634.800000 -121.200000 -3.230000 3756.000001
Fasadgruppen Group 35 3.300000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -0.890000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46471.770000 -416.800000 -1.56932% 46888.564618

Updated:¶

'2023-01-24 11:21:05.456749'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶